Estimating risk‐neutral freight rate dynamics: A nonparametric approach-Reference-Cited by-同舟云学术

Estimating risk‐neutral freight rate dynamics: A nonparametric approach

Published:2021-07-15 Issue:11 Volume:41 Page:1824-1842
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J Futures Markets

Author:

Gómez‐Valle Lourdes¹^ORCID,Kyriakou Ioannis²^ORCID,Martínez‐Rodríguez Julia¹^ORCID,Nomikos Nikos K.²^ORCID

Affiliation:

1. Dpto. Economía Aplicada e IMUVA, Facultad de Ciencias Económicas y Empresariales Universidad de Valladolid Valladolid Spain

2. Bayes Business School (formerly Cass), City University of London London UK

Funder

Ministerio de Economía y Competitividad

Consejería de Educación, Junta de Castilla y León

Universidad de Valladolid

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22244

Reference36 articles.

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2. A time‐varying risk premium in the term structure of bulk shipping freight rates;Adland R.;Journal of Transport Economics and Policy,2005

3. The non-linear dynamics of spot freight rates in tanker markets

4. The market price of interest‐rate risk: Measuring and modelling fear and greed in the fixed‐income markets;Ahmad R.;Wilmott Magazine,2007

5. Shipping Derivatives and Risk Management

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